-25.1%
W vs FGI
-66.3%
+41.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.7% |
| 7D | -1.7% | +13.5% | -15.2% | -1.9% |
| 30D | +3.2% | +17.1% | -13.9% | +2.9% |
| 3M | +8.3% | +78.0% | -69.7% | +5.8% |
| 6M | +84.3% | +46.4% | +37.9% | +80.3% |
| YTD | +11.0% | +47.7% | -36.7% | +7.6% |
| 1Y | -0.2% | +56.8% | -57.0% | -3.7% |
| 3Y | +157.9% | +12.3% | +145.7% | +149.4% |
| All | -25.1% | -66.3% | +41.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling